#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Cashflows/InflationCouponPricer.h>
#pragma unmanaged 
#include <ql\cashflows\cpicouponpricer.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Termstructures::Volatility::Inflation;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Cashflows {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ICPICouponPricer
	public ref class CCPICouponPricer  : 
            public CInflationCouponPricer,
            public Cephei::QL::Cashflows::ICPICouponPricer
	{
	protected: 
		boost::shared_ptr<QuantLib::CPICouponPricer>* _ppCPICouponPricer;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CPICouponPricer>* _phCPICouponPricer;
#endif
		Object^ _CPICouponPricerOwner;     // reference to object that manages the storage for this object
	internal:
		CCPICouponPricer (Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Termstructures::Volatility::Inflation::ICPIVolatilitySurface^>^ capletVol);
        CCPICouponPricer (boost::shared_ptr<QuantLib::CPICouponPricer>& childNative, Object^ owner);
        CCPICouponPricer (QuantLib::CPICouponPricer& childNative, Object^ owner);
        CCPICouponPricer (CCPICouponPricer^ copy);
        CCPICouponPricer (PLATFORM::Type^ t);
#ifdef STRUCT
        CCPICouponPricer (QuantLib::CPICouponPricer childNative);
#endif       
#ifdef HANDLE
		CCPICouponPricer (QuantLib::Handle<QuantLib::CPICouponPricer>& childNative, Object^ owner);
		CCPICouponPricer (QuantLib::Handle<QuantLib::CPICouponPricer> childNative);
#endif
		virtual ~CCPICouponPricer ();
		!CCPICouponPricer ();

	internal:
		QuantLib::CPICouponPricer& GetReference ();
		boost::shared_ptr<QuantLib::CPICouponPricer>& GetShared ();
		QuantLib::CPICouponPricer* GetPointer ();
        void SetCPICouponPricer (boost::shared_ptr<QuantLib::CPICouponPricer> native)
        {
            if (_ppCPICouponPricer != NULL)
                delete _ppCPICouponPricer;
            _ppCPICouponPricer = new boost::shared_ptr<QuantLib::CPICouponPricer> (native);
            SetInflationCouponPricer (boost::dynamic_pointer_cast<QuantLib::InflationCouponPricer> (*_ppCPICouponPricer));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CPICouponPricer>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual Double CapletPrice (Double effectiveCap) ;
		virtual Double CapletRate (Double effectiveCap) ;
        property Cephei::QL::Termstructures::Volatility::Inflation::ICPIVolatilitySurface^ CapletVolatility 
        {
		    virtual Cephei::QL::Termstructures::Volatility::Inflation::ICPIVolatilitySurface^ get () ;
        }
		virtual Double FloorletPrice (Double effectiveFloor) ;
		virtual Double FloorletRate (Double effectiveFloor) ;
		virtual Cephei::QL::Cashflows::ICPICouponPricer^ Initialize (Cephei::QL::Cashflows::IInflationCoupon^ coupon) ;
		virtual Cephei::QL::Cashflows::ICPICouponPricer^ SetCapletVolatility (Cephei::QL::Termstructures::Volatility::Inflation::ICPIVolatilitySurface^ capletVol) ;
        property Double SwapletPrice 
        {
		    virtual Double get () ;
        }
        property Double SwapletRate 
        {
		    virtual Double get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Cashflows::ICPICouponPricer^>::typeid)]
	[FactoryFor(Cephei::QL::Cashflows::ICPICouponPricer::typeid)]
	[FactoryFor(Cephei::QL::Cashflows::ICPICouponPricer_Factory::typeid)]
	public ref class CCPICouponPricer_Factory sealed : public ICPICouponPricer_Factory
	{
	public:
        virtual ICPICouponPricer^ Create (Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Termstructures::Volatility::Inflation::ICPIVolatilitySurface^>^ capletVol);
    };
   
/*Cephei*/ } /*QL*/ } /*Cashflows */}
